+1,049.8%
MDB vs SGI
+348.4%
+701.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -17.4% | +8.5% | -26.0% | -20.6% |
| 30D | -2.0% | +0.7% | -2.7% | -2.8% |
| 3M | -3.0% | +0.6% | -3.6% | -4.5% |
| 6M | +48.7% | -17.9% | +66.6% | +56.4% |
| YTD | -12.1% | -21.2% | +9.0% | -5.9% |
| 1Y | +14.5% | -18.9% | +33.4% | +20.2% |
| 3Y | -6.1% | +52.6% | -58.8% | -26.0% |
| 5Y | -27.3% | +60.7% | -88.0% | -46.4% |
| All | +1,049.8% | +348.4% | +701.4% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling